Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ferreira, N. B. & Menezes, R. (2014). Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. In Sixth Annual American Business Research Conference. New York
Exportar Referência (IEEE) 
N. R. Ferreira and R. M. Menezes,  "Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis", in 6th Annu. American Business Research Conf., New York, 2014
Exportar BibTeX 
@inproceedings{ferreira2014_1732200471709,
	author = "Ferreira, N. B. and Menezes, R.",
	title = "Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis",
	booktitle = "Sixth Annual American Business Research Conference",
	year = "2014",
	editor = "",
	volume = "",
	publisher = "",
	address = "New York",
	organization = "World Business Institute",
	url = "http://www.wbiworldconpro.com/uploads/new-york-conference-2014/finance/1401685069_312-Nuno.pdf"
}
Exportar RIS 
TY  - CPAPER
TI  - Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis
T2  - Sixth Annual American Business Research Conference
AU  - Ferreira, N. B.
AU  - Menezes, R.
PY  - 2014
CY  - New York
UR  - http://www.wbiworldconpro.com/uploads/new-york-conference-2014/finance/1401685069_312-Nuno.pdf
AB  - The aim of the study is to assess the technical efficiency (TE) of the individual companies and their respective groups of the Portuguese stock market by using “interest income”, “depreciation”, and “cost of goods”, “employees and net sales” as exogenous input variables in a Stochastic Frontier Analysis (SFA) model. The TE of the PSI-20 enterprises index is estimated exploring what factors contribute to efficiency variability, applying the SFA approach main advantage which lies in its potential to discriminate between measurement error and systematic inefficiencies in the estimation process. The results reveal that TE is higher for the enterprises in industry, construction and distribution economic sectors whereas the commercial banking sector has the lowest TE scores. The “employees” and “depreciation” variables are the factors that most contribute to the stock market inefficiency.
ER  -